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Strategy Settings

AnzeigeLong
true
OpenTradeAnzeige
true
Risiko
0
IncreaseRiskMax
1.5
MoneyMangementIntel...
true
MoneyMangementEquit...
true
MinimumLotsize
0.01
+391374.46%

0.31%
9.83%
Drawdown: 43.29%

Balance: $39,147,444.02
Highest: (Mar 12) $43,732,391.14
Profit: $39,137,446.25
Deposits: $10,000.00

Test Started: Jan 02, 2007
Test Ended: Apr 03, 2014
Timeframe: 5 Minutes

Model Type: Open Prices
Added: Apr 03 2014 at 16:25
Comments:
No comments entered.
Model Quality: 0.0
Bars in test: 514464
Ticks Modelled: 1023161
Views: 40
Broker: Alpari UK
Trades: 11088
Profitability:
Pips: 1243138.3
Average Win: 947.49 pips / $34711.47
Average Loss: -921.10 pips / -$35037.03
Lots: 586,449.39
Commissions: 0
Longs Won: (3260/6372) 51%
Shorts Won: (2871/4716) 60%
Best Trade ($): (Mar 11) 871023.91
Worst Trade ($): (Mar 19) -1087551.66
Best Trade (Pips): (Sep 29) 2347.1
Worst Trade (Pips): (Apr 15) -3021.8
Avg. Trade Length: 1d
Profit Factor: 1.23
Standard Deviation: $96438.19
Sharpe Ratio 0.0800
Z-Score (Probability): -31.36 (99.99%)
Expectancy 112.1 Pips / $3529.71
AHPR: 0.08%
GHPR: 0.07%
Longs Shorts Total
Currency Trades Pips Profit($) Trades Pips Profit($) Trades Pips Profit($) Won(%) Lost(%)
XAUUSD 6372 856244.1 14372592.11 4716 386894.2 24764851.91 11088 1243138.3 39137444.02 6131 (55%) 4957 (45%)
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% 0.13% 4.41%
Consecutive Losing Trades 1117 1006 894 782 670 559 447 335 223 112
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (11088)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
04.02.2014 07:10 04.03.2014 18:44 XAUUSD Buy 700.92 1274.84500 1296.42300 1282.81500 1287.55500 474.0 231871.84 1d 0.60%
04.03.2014 08:50 04.03.2014 18:44 XAUUSD Sell 275.59 1296.07500 1274.83000 1293.06000 1287.95500 510.5 102613.83 9h 54m 0.26%
04.03.2014 17:45 04.03.2014 18:44 XAUUSD Sell 521.14 1290.44500 1272.63700 1285.09000 1287.95500 -286.5 -108899.46 59m -0.28%
04.01.2014 18:05 04.03.2014 18:44 XAUUSD Buy 548.86 1281.34500 1295.20800 1280.26000 1287.55500 729.5 281127.53 2d 0.73%
04.01.2014 13:30 04.03.2014 18:44 XAUUSD Buy 0.10 1278.16000 1299.54300 1285.77500 1287.55500 178.0 10.99 2d 0.00%
04.03.2014 12:35 04.03.2014 18:44 XAUUSD Buy 45.91 1278.91000 1302.67100 1287.91000 1287.55500 -35.5 -1188.87 6h 9m 0.00%
04.01.2014 03:30 04.03.2014 18:44 XAUUSD Buy 510.76 1277.96000 1298.52200 1283.97000 1287.55500 358.5 123387.10 2d 0.32%
04.03.2014 04:10 04.03.2014 18:44 XAUUSD Sell 305.36 1298.89500 1276.01500 1291.71800 1287.95500 376.3 83809.47 14h 34m 0.21%
04.03.2014 18:20 04.03.2014 18:44 XAUUSD Sell 878.27 1297.37000 1282.57800 1287.70000 1287.95500 -25.5 -16334.84 24m -0.04%
04.03.2014 11:50 04.03.2014 18:44 XAUUSD Buy 510.76 1272.21000 1302.11300 1287.65000 1287.55500 -9.5 -3539.46 6h 54m -0.01%
04.01.2014 21:15 04.03.2014 18:44 XAUUSD Buy 0.21 1279.34000 1295.44700 1279.13000 1287.55500 842.5 124.87 1d 0.00%
04.01.2014 13:55 04.03.2014 18:20 XAUUSD Buy 878.27 1279.79000 1297.37500 1285.58000 1287.70000 212.0 118312.29 2d 0.31%
04.01.2014 14:55 04.03.2014 17:45 XAUUSD Buy 521.14 1279.99000 1300.15000 1285.98500 1285.09000 -89.5 -44411.30 2d -0.12%
04.01.2014 14:45 04.03.2014 14:10 XAUUSD Buy 0.10 1282.19000 1301.66000 1285.07000 1282.19000 -288.0 -22.99 1d 0.00%
04.03.2014 04:50 04.03.2014 12:35 XAUUSD Sell 45.91 1301.22500 1273.76100 1291.98000 1287.91000 407.0 13628.51 7h 45m 0.04%
04.02.2014 22:20 04.03.2014 08:50 XAUUSD Buy 275.59 1285.31800 1302.60600 1289.58000 1293.06000 348.0 65838.34 10h 30m 0.17%
04.01.2014 03:25 04.03.2014 04:50 XAUUSD Buy 45.91 1283.46000 1299.38200 1283.31000 1291.98000 867.0 28119.99 2d 0.07%
04.01.2014 03:25 04.03.2014 04:10 XAUUSD Buy 305.36 1281.96500 1300.05000 1283.31000 1291.71800 840.8 181197.79 2d 0.48%
03.31.2014 17:20 04.01.2014 04:20 XAUUSD Sell 625.36 1288.66500 1280.58800 1292.99000 1280.58800 1240.2 565876.75 11h 0m 1.51%
03.28.2014 00:25 04.01.2014 04:20 XAUUSD Buy 731.47 1279.53000 1305.58100 1291.99800 1279.53000 -1246.8 -672539.58 4d -1.76%

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